Nonparametric Identification of Nonlinear Time Series: Projections
type: Item
instance of: scholarly article
title: Nonparametric Identification of Nonlinear Time Series: Projections
zbMATH Open document ID: 0813.62036
DOI: 10.2307/2291002
author: Dag Tjøstheim
author: Bjørn H. Auestad
published in: Journal of the American Statistical Association
publication date: 1995-02-23T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 724175
zbMATH Keywords: linear time series
zbMATH Keywords: nonlinear time series
zbMATH Keywords: kernel estimation
zbMATH Keywords: conditional mean
zbMATH Keywords: projections
zbMATH Keywords: identification
zbMATH Keywords: additive modeling
zbMATH Keywords: asymptotic bias
zbMATH Keywords: conditional variance
zbMATH Keywords: heteroscedastic time series
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/2291002
OpenAlex ID: W4237386988
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description: scientific article; zbMATH DE number 724175